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Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering - Mathematics and Its Applications 1991 edition
B.l. Rozovskii
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Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering - Mathematics and Its Applications 1991 edition
B.l. Rozovskii
Covering the general theory of linear stochastic evolution systems with unbounded drift and diffusion operators, this book sureys Ito's second-order parabolic equations and explores filtering problems for processes whose trajectories can be described by them.
315 pages, biography
Media | Bøker Innbunden bok (Bok med hard rygg og stivt omslag) |
Utgitt | 31. oktober 1990 |
ISBN13 | 9780792300373 |
Utgivere | Kluwer Academic Publishers |
Antall sider | 315 |
Mål | 156 × 241 × 24 mm · 671 g |
Språk | Engelsk |
Oversetter | Yarkho, A. |
Se alt med B.l. Rozovskii ( f.eks. Innbunden bok )